DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES (Q4299031)
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scientific article; zbMATH DE number 598017
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| English | DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES |
scientific article; zbMATH DE number 598017 |
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DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES (English)
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8 September 1994
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innovation-free
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stationary vector process
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spectral density matrices
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Gaussian likelihood ratio
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consistent classification criterion
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misclassification probabilities
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contiguous
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non-Gaussian robustness
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0.8975254893302917
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0.8852106332778931
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0.8827050924301147
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0.8466214537620544
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